Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.298555 0.324324 0.352248 0.384925 0.422333 0.464079 0.514563
2025-07-20 0.269283 0.303247 0.342140 0.390508 0.449815 0.521214 0.615348
2025-07-27 0.245547 0.283783 0.329377 0.388754 0.465608 0.564081 0.703984
2025-08-03 0.229172 0.270528 0.321517 0.390577 0.484304 0.611392 0.805251
2025-08-10 0.210414 0.252191 0.304966 0.378552 0.482089 0.628853 0.866092
2025-08-17 0.194035 0.235378 0.288626 0.364644 0.474843 0.637045 0.912921
2025-08-24 0.184702 0.226900 0.282373 0.363592 0.485229 0.671965 1.008790
2025-08-31 0.180536 0.224830 0.284371 0.374027 0.513340 0.737948 1.172940
2025-09-07 0.173695 0.218590 0.279989 0.374500 0.525762 0.779657 1.302227
2025-09-14 0.166876 0.211915 0.274441 0.372564 0.533810 0.814615 1.426854
2025-09-21 0.160655 0.205695 0.269080 0.370343 0.540911 0.848594 1.558806
2025-09-28 0.153027 0.197075 0.259671 0.360970 0.534708 0.856431 1.632244
2025-10-05 0.149710 0.194628 0.259480 0.366669 0.556115 0.922884 1.878067
2025-10-12 0.146365 0.191946 0.258730 0.371330 0.576153 0.990424 2.158319
2025-10-19 0.141707 0.187082 0.254325 0.369467 0.583737 1.032729 2.386175
2025-10-26 0.138193 0.183745 0.252074 0.371050 0.598042 1.092916 2.706072
2025-11-02 0.132087 0.176241 0.242871 0.359858 0.585868 1.088687 2.797117
2025-11-09 0.125985 0.168530 0.233015 0.346932 0.569068 1.070832 2.830696
2025-11-16 0.122812 0.165172 0.229974 0.345947 0.576630 1.115140 3.142732
2025-11-23 0.122035 0.165442 0.232765 0.355627 0.607531 1.226628 3.847474
2025-11-30 0.119458 0.162800 0.230638 0.356064 0.618559 1.287165 4.373275
2025-12-07 0.116600 0.159609 0.227445 0.354268 0.624418 1.334458 4.883759
2025-12-14 0.113848 0.156487 0.224228 0.352206 0.629451 1.380686 5.453411